My work pertains to understand the evolution of diseases by disentangling host-parasite interactions in their successive steps. Taking this approach at a proximal and an evolutionary level I am interested notably in the impact of host sexual dimorphism on parasite evolution. Parasitism is one of the most abundant lifestyles and antagonistic interactions between hosts and parasites are a key structuring force in natural populations of all organisms, including humans. The successful infection of one host by a parasite depends of a sequence of steps that can often be disentangled. I will show that different consecutive steps of the infection process can make different contributions to shaping host-parasite interactions, including coevolution. I will focus notably on the step where parasites proliferate within-the host. I will show that this step of infection is composed by several important steps crucial for the outcome of infection. After investigating the sexual dimorphism in immunity of Drosophila melanogaster I will show how host sexual dimorphism is an important factor for parasite evolution and may have implications for infectious disease ecology.